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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2019, Volume 59, Number 7, Pages 1108–1124
DOI: https://doi.org/10.1134/S0044466919070123 (Mi zvmmf10919) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Some numerical second and third order accurate methods for approximate calculation of the probability measure of a polyhedron

V. N. Nefedov

Moscow Institute of Aviation (National Research University), Moscow, 125993 Russia
Citations (1)
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DOI: https://doi.org/10.1134/S0044466919070123
Abstract: Evaluation of a multidimensional integral up to a given accuracy is studied. The integrand is subject to certain constraints. The case when the integrand is the density of normal distribution, which is important for applications, is considered as a special case.
Key words: evaluation of multidimensional integral, prescribed accuracy, polyhedron, density of normal distribution.
Received: 06.06.2018
Revised: 24.02.2019
Accepted: 11.03.2019
English version:
Computational Mathematics and Mathematical Physics, 2019, Volume 59, Issue 7, Pages 1058–1073
DOI: https://doi.org/10.1134/S096554251907011X
Bibliographic databases:
Document Type: Article
UDC: 519.6
Language: Russian
Citation: V. N. Nefedov, “Some numerical second and third order accurate methods for approximate calculation of the probability measure of a polyhedron”, Zh. Vychisl. Mat. Mat. Fiz., 59:7 (2019), 1108–1124; Comput. Math. Math. Phys., 59:7 (2019), 1058–1073
Citation in format AMSBIB
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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